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Implement generalized eigenvalue solver for general square matrices (LAPACK's ?ggev) #403

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@bangconghuynh bangconghuynh commented Jul 17, 2025
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Implemented EigGeneralized which calls LAPACK's ?ggev for solving the generalised eigenvalue problem $AC = \lambda BC$ for general square matrices $A$ and $B$.

This PR closes #267 and is a more up-to-date version of #280.

@bangconghuynh bangconghuynh changed the title (削除) Bch/implement eig generalized (削除ここまで) (追記) Implement generalized eigenvalue solver for general square matrices (LAPACK's ?ggev) (追記ここまで) Jul 17, 2025
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codecov bot commented Aug 3, 2025
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Codecov Report

❌ Patch coverage is 96.01594% with 10 lines in your changes missing coverage. Please review.
✅ Project coverage is 87.44%. Comparing base (c7ff9dc) to head (3b555d5).
⚠️ Report is 2 commits behind head on master.

Files with missing lines Patch % Lines
lax/src/eig_generalized.rs 96.55% 8 Missing ⚠️
ndarray-linalg/src/eig.rs 81.81% 2 Missing ⚠️
Additional details and impacted files
@@ Coverage Diff @@
## master #403 +/- ##
==========================================
+ Coverage 86.92% 87.44% +0.51% 
==========================================
 Files 64 65 +1 
 Lines 3649 3895 +246 
==========================================
+ Hits 3172 3406 +234 
- Misses 477 489 +12 

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@Dirreke Dirreke merged commit e4bfc42 into rust-ndarray:master Aug 6, 2025
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How to do eig(A,B)?

AltStyle によって変換されたページ (->オリジナル) /